GEX
Dealer gamma: fade the walls in positive gamma, go with the break in negative. 6 symbols x 5m / 15m / 30m / 60m. Underlying price only, no options.
Variants
Each is the base with one thing changed, run side by side off the same data. Listed in the order they are defined, not by result — over a few weeks the best row is mostly luck. Pick one to see its gates below; everything under this table is for None only.
| Variant | Changed from base | Candidates | Taken | Closed | W / L | Avg | Total |
|---|---|---|---|---|---|---|---|
| base | — | 3191 | 350 | 350 | 114 / 236 | -0.80R | -280.28R |
| fade_wall_anchor | fade_anchor: flip → wall | 2306 | 260 | 260 | 82 / 178 | -0.99R | -258.32R |
| wall_tests_2 | max_wall_tests: 3 → 2 | 2306 | 237 | 237 | 76 / 161 | -1.09R | -257.39R |
| balance_010 | balance_firm_min: 0.15 → 0.1 | 2306 | 255 | 255 | 83 / 172 | -1.03R | -263.58R |
| balance_025 | balance_firm_min: 0.15 → 0.25 | 2306 | 207 | 207 | 70 / 137 | -1.11R | -230.25R |
| age_12 | entry_max_age_min: 7.0 → 12.0 | 2306 | 304 | 304 | 101 / 203 | -1.14R | -347.82R |
| window_7dte | window: None → 7dte | 1695 | 218 | 218 | 68 / 150 | -0.79R | -171.49R |
Dealer gamma now
The snapshot each instance is reading. Entries need it under 7.0 minutes old; an open position is closed past 30.0. ES and NQ read 0DTE and fall back to 7DTE while 0DTE is stale (it stops for several hours after each 16:00 expiry); RTY reads 7DTE.
- Age
- 1668.1 min
- Balance
- 0.816
- Spot
- 7702.75
- Flip
- 7690.27
- Call walls
- 7600 · 7650 · 7675 · 7700 · 7710
- Put walls
- 7700
- Age
- 1623.3 min
- Balance
- 0.588
- Spot
- 7702.75
- Flip
- 7320.00
- Call walls
- 7700 · 7750 · 7775 · 7800 · 7850
- Put walls
- 7700 · 7650 · 7640 · 7600 · 7550
- Age
- 1670.6 min
- Balance
- 0.221
- Spot
- 29379.25
- Flip
- 29452.10
- Call walls
- 29500
- Put walls
- 30000 · 29800 · 29700 · 29600 · 29590
- Age
- 1626.3 min
- Balance
- 0.838
- Spot
- 29382.50
- Flip
- 27950.00
- Call walls
- 30000 · 30150 · 30250 · 30300 · 30400
- Put walls
- 30000 · 29600 · 29500 · 29200 · 29000
- Age
- 1631.2 min
- Balance
- 0.675
- Spot
- 2736.00
- Flip
- 2625.00
- Call walls
- 2775 · 2800 · 2820 · 2825 · 2850
- Put walls
- 2775 · 2750 · 2725 · 2700 · 2675
Open positions
Live track only — one per instance at most. 26 hypothetical positions also being followed.
| Instance | Setup | Entry | Wall | Stop | Next target | Open size | Since |
|---|---|---|---|---|---|---|---|
| flat | |||||||
Taken trades
Futures only, each read against its own GEX. A "proxy" row appears only when showing older revisions, which also traded the ETFs — weaker evidence, never added to the futures.
| Evidence | Setup | n | W / L | Avg | Total |
|---|---|---|---|---|---|
| direct | fade | 0 | 0 / 0 | — | — |
| direct | break | 0 | 0 / 0 | — | — |
| proxy | fade | 0 | 0 / 0 | — | — |
| proxy | break | 0 | 0 / 0 | — | — |
By instance
Taken trades only. Instances with none are not listed.
| Instance | n | W / L | Avg | Total | P&L |
|---|---|---|---|---|---|
| no trades yet | |||||
Does the regime separate outcomes?
The claim under test: fades work in positive gamma and breaks in negative. The strategy only trades the two rows marked "with"; the other two are candidates the regime gate blocked, followed to an outcome anyway so there is something to compare against.
| Setup | Regime at signal | Thesis | n | W / L | Avg | Total |
|---|---|---|---|---|---|---|
| fade | POSITIVE | with | 0 | 0 / 0 | — | — |
| fade | NEGATIVE | against | 0 | 0 / 0 | — | — |
| break | POSITIVE | against | 0 | 0 / 0 | — | — |
| break | NEGATIVE | with | 0 | 0 / 0 | — | — |
Gates
0 candidates raised, 0 taken. "Failed" counts every candidate a gate failed on; "first" only those where it was the first to fail. The right-hand columns are what the blocked candidates went on to do — a gate is earning its place when that is worse than the taken trades' average.
| Gate | Failed | First | Followed | W / L | Avg | Total |
|---|---|---|---|---|---|---|
| stale | 0 | 0 | 0 | 0 / 0 | — | — |
| session | 0 | 0 | 0 | 0 / 0 | — | — |
| no_atr | 0 | 0 | 0 | 0 / 0 | — | — |
| regime | 0 | 0 | 0 | 0 / 0 | — | — |
| band | 0 | 0 | 0 | 0 / 0 | — | — |
| chop | 0 | 0 | 0 | 0 / 0 | — | — |
| balance | 0 | 0 | 0 | 0 / 0 | — | — |
| not_extended | 0 | 0 | 0 | 0 / 0 | — | — |
| wall_tests | 0 | 0 | 0 | 0 / 0 | — | — |
| wick | 0 | 0 | 0 | 0 / 0 | — | — |
| no_plan | 0 | 0 | 0 | 0 / 0 | — | — |
| moved | 0 | 0 | 0 | 0 / 0 | — | — |
| in_position | 0 | 0 | 0 | 0 / 0 | — | — |
Break entry: chase or wait for the retest?
Every break also raises a hypothetical limit back at the broken wall, with the same stop and targets. 0 raised, 0 never filled.
| Entry | n | W / L | Avg | Total |
|---|---|---|---|---|
| At the close (taken + blocked) | 0 | 0 / 0 | — | — |
| At the retest (filled only) | 0 | 0 / 0 | — | — |
Recent candidates
Newest first, taken and blocked alike.
| Time (ET) | Instance | Setup | Regime | Balance | Age | Wall | Outcome |
|---|---|---|---|---|---|---|---|
| no candidates yet | |||||||
Recent closes
Newest first, all three tracks. Only "live" is the strategy's own record.
| Closed (ET) | Instance | Track | Setup | Entry | Exit | Reason | Result | P&L |
|---|---|---|---|---|---|---|---|---|
| no closes yet | ||||||||